An SQP-filter method for inequality constrained optimization and its global convergence

作者：Wang, Xiangling^*; Zhu, Zhibin; Zuo, Shuangyong; Huang, Qingqun

来源：Applied Mathematics and Computation, 2011, 217(24): 10224-10230.

DOI：10.1016/j.amc.2011.05.019

• SQP method
• The filter
• Inequality constrained
• Global convergence

In this paper, we combine the filter technique with a modified sequential quadratic programming (SQP) method. The optimization solution is obtained by reducing step length, which is obtained by an exact linear search. Furthermore, this method can start with an infeasible initial point. The method uses a filter to promote global convergence.

• 出版日期2011-8-15
• 单位桂林电子科技大学